It can be difficult to learn mathematics on your own from textbooks, and I often wish universities videotaped their mathematics courses and distributed them for free online. Fortunately, some universities do that (albeit to a very limited extent), and I hope we can compile here a list of all the mathematics courses one can view in their entirety online.

Please only post videos of entire courses; that is, a speaker giving one lecture introducing a subject to the audience should be off-limits, but a sequence of, say, 30 hour-long videos, each of which is a lecture delivered in a class would be very much on-topic.

This fall, our seminar is tackling geometric representation theory — the marvelous borderland where geometry, groupoid theory and logic merge into a single subject. The seminar is jointly run by John Baez and James Dolan. Besides explaining well-known stuff, we'll report on research we've done with Todd Trimble over the last few years.

This might not fulfill the requirements of being a mathematics course, but I think that it is close enough. In 2006 the Clay Mathematics Institute hosted a Summer School in Arithmetic Geometry. The videos are great if you have a solid foundation in algebraic geometry already and wish to continue in the direction of arithmetic geometry .

Coursera offers not just the videos, but entire courses: I'm currently following Probabilistic Graphical Models, which has weekly exercises and programming projects (which are marked by an autograder), plus community discussion boards and a wiki for collaborating with other students pursuing the course at the same time. Although you could presumably just create an account towards the end of term, archive off all the videos and then watch them at your leisure rather than trying to match the (reasonably demanding) schedule.

I took a Cryptography course there and it was good! Also, it seems like it is growing quite fast with more and more courses added. Definitely recommended to take a look.
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Ng Yong HaoJul 19 '12 at 2:29

Carmen Rovi's DailyMotion website has 160+ videos on the topology of manifolds in general, and surgery theory in particular, of lectures either given at the University of Edinburgh or at conferences elsewhere. Some of the lectures are courses, and some are one-offs. The November 2012 Edinburgh course of 12 lectures by Rob Kirby on high-dimensional manifold topology is a particular highlight.